Results 1 to 10 of about 38 (38)
On Beta Exponentiated Lomax-Exponential Distribution with applications
Scientific African, 2023 This study introduces a new Beta Exponentiated Lomax-Exponential Distribution (BELED) with special reference to its quantile function to enhance closed form solution of its parameters and make its proprietorial effect on data modeling quantifiable with ...
A.T. Sóyínká
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Generating unfavourable VaR scenarios under Solvency II with patchwork copulas
Dependence Modeling, 2021 The central idea of the paper is to present a general simple patchwork construction principle for multivariate copulas that create unfavourable VaR (i.e. Value at Risk) scenarios while maintaining given marginal distributions.
Pfeifer Dietmar, Ragulina Olena
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Copula modeling for discrete random vectors
Dependence Modeling, 2020 Copulas have now become ubiquitous statistical tools for describing, analysing and modelling dependence between random variables. Sklar’s theorem, “the fundamental theorem of copulas”, makes a clear distinction between the continuous case and the ...
Geenens Gery
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Subsymmetry and asymmetry models for multiway square contingency tables with ordered categories
Open Mathematics, 2016 This paper suggests several models that describe the symmetry and asymmetry structure of each subdimension for the multiway square contingency table with ordered categories.
Aktaş Serpil
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New copulas based on general partitions-of-unity and their applications to risk management (part II)
Dependence Modeling, 2017 We present a constructive and self-contained approach to data driven infinite partition-of-unity copulas that were recently introduced in the literature.
Pfeifer Dietmar +2 more
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New copulas based on general partitions-of-unity (part III) — the continuous case
Dependence Modeling, 2019 In this paper we discuss a natural extension of infinite discrete partition-of-unity copulas which were recently introduced in the literature to continuous partition of copulas with possible applications in risk management and other fields.
Pfeifer Dietmar +3 more
doaj +1 more source
On the use of external information in social network analysis
, 2010 Attribute data, Clustering, Positional analysis, Scientific collaboration network, Two-mode network, 62H17, 62J05, 91C20,
VITALE, MARIA PROSPERINA +4 more
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, 2008 Primary 62H15, Secondary 62H17, Loglinear models, Multinomial sampling, Maximum likelihood estimator, Minimum Phi-divergence estimator,
Pardo Llorente, Leandro +3 more
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Primary 62H15, Secondary 62H17, Loglinear models, Multinomial sampling, Maximum likelihood estimator, Standardized residuals,
T. Nguyen, K. Gupta, L. Pardo
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Multinomial sampling, Kullback–Leibler divergence measure, Minimum ϕ-divergence estimator, Polytomous regression model, Primary 62H15, Secondary 62H17,
T. Nguyen +3 more
core +1 more source